Robin
You can use these tools for easily and speedy creating a luks testing USB stick: antiX-Luks-Creator and antiX-Luks-Opener (General path is: Create an empty partition on the usb stick and run antiX-Luks-Creator on it once. For later re-opening the Luks device after unplugdrive has closed and umounted the device, and you replugged it, antiX-Luks-Opener can be used to mount it.) You can create more than a single partition (e.g.: /dev/sde1 /dev/sde2 /dev/sde3… on the USB stick, and have them all luks encrypted with the antiX-Luks-Creator tool. Or you can use the complete device, e.g. /dev/sde, without creating a partition at all on it first.
Windows is like a submarine. Open a window and serious problems will start.